PGIM Jennison International Opportunities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.32% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1076 | 6.29 | |
| 0.0000 | 0.00 | |
| 0.8397 | 49.38 | |
| 0.1579 | 3.93 |
Estimation Period:
Dec 19, 2023 to Feb 6, 2026
Dec 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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